Minimax and bates strategies for the discounted infinite horizon one-armed-bandit.—explicit formulae and structural properties (Q3716139)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax and bates strategies for the discounted infinite horizon one-armed-bandit.—explicit formulae and structural properties |
scientific article |
Statements
Minimax and bates strategies for the discounted infinite horizon one-armed-bandit.—explicit formulae and structural properties (English)
0 references
1986
0 references
discounted infinite horizon one-armed-bandit
0 references
least favourable prior distribution
0 references
minimax strategy
0 references
straight line boundary
0 references
normal case
0 references
asymptotic strategy
0 references
asymptotic minimax value
0 references
